Concentration of tempered posteriors and of their variational approximations

DOI10.1214/19-AOS1855zbMath1454.62135arXiv1706.09293OpenAlexW3043271774MaRDI QIDQ2196229

Pierre Alquier, James Ridgway

Publication date: 28 August 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.09293

zbMATH Keywords

rate of convergencevariational approximationPAC-Bayesian boundsconcentration of posterior

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Nonparametric tolerance and confidence regions (62G15)

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Uses Software

• PRMLT

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